garchmethod
01Plugin Claude Code
Plugin marketplace listing 1 plugin: garch-method.
125 1mo ago A
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original MIT
Plugin Claude Code
Plugin marketplace listing 1 plugin: garch-method.
Plugin Claude Code
Volatility forecasting + position sizing via walk-forward GARCH(1,1). Answers 'how much' — never 'which way'. Vol forecasts, storm/calm regimes, vol-targeted sizing, and an honest fixed-vs-vol-targeted backtest harness for any strategy.